Nonparametric option pricing under shape restrictions
By: Yacine Aït-Sahalia, Jefferson Duarte.
Contributors: Duarte, Jefferson.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8944; Working paper series (National Bureau of Economic Research) -- working paper no. 8944.
Publisher: National Bureau of Economic Research
Published: 2002
Place of publication: Cambridge, MA
Language: eng
Number of pages: 37
Subjects: Options -- Prices -- Econometric models.; Estimation theory.; Nonparametric statistics.
Genres: Econometric models.
Notes: "May 2002."

JEL no. G12, C14.

Includes bibliographical references (p. 34-36).

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Electronic version available via the Internet at the NBER World Wide Web site.